+94.9%
PR vs SHAK
+36.4%
+58.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.9% |
| 7D | +6.0% | +4.3% | +1.7% | +5.4% |
| 30D | -4.2% | +9.0% | -13.2% | -5.4% |
| 3M | +10.0% | +1.8% | +8.1% | +9.4% |
| 6M | +15.6% | +17.3% | -1.7% | +12.1% |
| YTD | +68.2% | -7.6% | +75.8% | +65.9% |
| 1Y | +79.2% | -16.9% | +96.1% | +80.4% |
| 3Y | +94.9% | +35.1% | +59.9% | +83.1% |
| All | +94.9% | +36.4% | +58.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling